Jigsaw from the Saw movies.
One tradition of the superhero genre is having the villain put the heroes in death traps.
60's Batman would have owned Jigsaw, death traps were par for the course for him. Just saying.
It's to be expected when death traps are simply a lethal security system in the villain's lair, but what about when the villain has defeated the hero and instead of killing him, he puts in a death trap? How do you justify it in a RPG game without it feeling cheap? The players might feel like it's a painfully obvious second chance given to them, one which removes tension from the game because losing a fight is not that bad anymore, there's no real danger!
Nope, Daniel Craig's Bond was not the first one who's had his manhood in danger after being captured by the bad guy...
I think one way to deal with it is to give a flaw for that to your bad guys in whatever superhero RPG game you are using, as most of them include flaws. Be open about the fact that it's a flaw that exists in your game. Some villains might even be notorious for having that flaw, and at least players will know that the villain will also have more points put elsewhere in return so he can be more dangerous. In other words, it balances out and feels like something natural to the story instead of a sorry excuse not to have a total party kill in the game. By the same token, villains who have a reputation for not taking chances and just shooting heroes in the head as soon as they can will be all the scarier for it.
The villain could also have the flaws of revealing their plans to a hero they believe to be utterly defeated and about to die anyway ('Compulsive Monologuist' could be the name of the flaw) and/or to be so sure of his death traps that he doesn't stay to confirm the kill. (The average 'Overconfident' flaw or any of its equivalents would cover that and more.)
Let's finish with a very appropriate quote:
"Didn't anyone ever tell you, there's one thing you never put in a trap if you're smart? If you value your continued existence. If you have any plans about seeing tomorrow, there's one thing you never, ever put in a trap... Me."
- The Doctor